Neural-network based surrogate model construction methods and applications thereof

ABSTRACT

Various neural-network based surrogate model construction methods are disclosed herein, along with various applications of such models. Designed for use when only a sparse amount of data is available (a “sparse data condition”), some embodiments of the disclosed systems and methods: create a pool of neural networks trained on a first portion of a sparse data set; generate for each of various multi-objective functions a set of neural network ensembles that minimize the multi-objective function; select a local ensemble from each set of ensembles based on data not included in said first portion of said sparse data set; and combine a subset of the local ensembles to form a global ensemble. This approach enables usage of larger candidate pools, multi-stage validation, and a comprehensive performance measure that provides more robust predictions in the voids of parameter space.

CROSS REFERENCE TO RELATED APPLICATIONS

The present application claims priority to U.S. Pat. App. 60/894,834,entitled “Neural-Network Based Surrogate Model Construction Methods andApplications Thereof” filed Mar. 14, 2007 by inventors Dingding Chen,Allan Zhong, Syed Hamid, and Stanley Stephenson, which is herebyincorporated herein by reference.

BACKGROUND

The following references are helpful to understand the presentdisclosure and are hereby incorporated herein by reference:

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Usage of high-fidelity simulation tools such as Finite Element Analysis(FEA) and Computational Fluid Dynamics (CFD), for example, has becomestandard practice in engineering today. However, the expensivecomputational cost associated with running such simulation tools isoften prohibitive, preventing engineers from conducting enoughsimulations to discern an optimal design. To address this issue andfacilitate product optimization, engineers have in some cases developedsurrogate models that are computationally efficient, robust, and can beused for preliminary analysis before unleashing the high-fidelitysimulation tools on selected designs. The surrogate models can beincorporated into a search engine to locate potentially feasible designsand to identify design problem areas [1-3].

Several surrogate modeling techniques (neural networks, polynomialregression, Gaussian process, etc.) are available today. The mostsuitable surrogate model technique will vary based on the specificproblem and the engineer's experience [4-5], and the performance of thevarious techniques can be expected to vary significantly when only alimited amount of design data is available from which to develop thesurrogate model. In neural network modeling, for example, anover-trained neural network developed under sparse data conditions willmemorize the training data and fail to generalize well on the unseen newdata. However, an under-trained neural network whose development isterminated by conventional early-stopping will perform poorly even onthe given training examples. Traditionally, the prediction error of aneural network generated from sparse data has been estimated usingresampling based cross-validation (leave-one-out) and bootstrap methods[6]. When only a single neural network is employed, the estimatedprediction error is usually quite high.

Compared to single neural networks, neural network ensembles offer amore robust surrogate model by combining multiple predictions fromdiverse member networks. Many studies in this area are related toincorporative training (ambiguity decomposition [7-8], negativecorrelation learning [9-10]) and selection/combination methods [11-12],but less attention has been paid to surrogate model development fromsparse data.

BRIEF DESCRIPTION OF THE DRAWINGS

A better understanding of the various disclosed embodiments can beobtained when the following detailed description is considered inconjunction with the following drawings, in which:

FIG. 1 shows an illustrative surrogate model development environment;

FIG. 2 shows an illustrative expandable screen tool suitable for sandcontrol in a well;

FIG. 3 shows some of the parameters that define the expandable pipedesign space;

FIG. 4 is a flowchart of an illustrative tool construction method usinga neural network based surrogate model;

FIG. 5 shows an illustrative division of a data set into subsets;

FIG. 6 shows an illustrative neural network architecture;

FIG. 7 shows an illustrative ensemble architecture;

FIG. 8 shows an illustrative determination of local ensembles;

FIGS. 9A-9B illustrate the model predictions of two local ensembles;

FIG. 10 shows an illustrative global ensemble architecture;

FIGS. 11A-11C show an illustrative global ensemble's tensile loadpredictions as a function of axial spacing and holes per circular row;

FIGS. 12A-12B show an illustrative global ensemble's plastic strain andtensile load predictions as a function the hole dimensions;

FIGS. 13A-13B show plastic strain predictions as a function of axialspacing and holes per circular row for two different global ensembles;and

FIG. 14 shows an illustrative global ensemble's predictions of plasticstrain vs tensile load for selected parameter values.

While the invention is susceptible to various modifications andalternative forms, specific embodiments thereof are shown by way ofexample in the drawings and will herein be described in detail. Itshould be understood, however, that the drawings and detaileddescription thereto are not intended to limit the invention to theparticular form disclosed, but on the contrary, the intention is tocover all modifications, equivalents and alternatives falling within thespirit and scope of the present invention as defined by the appendedclaims.

DETAILED DESCRIPTION

Various neural-network based surrogate model construction methods aredisclosed herein, along with various applications of such surrogatemodels. Designed for use when only a sparse amount of data is available(a “sparse data condition”), some embodiments of the disclosed systemsand methods: create a pool of neural networks trained on a portion of asparse data set; generate for each of various multi-objective functionsa set of neural network ensembles that minimize the multi-objectivefunction; select a local ensemble from each set of ensembles based ondata not included in the training process; and combine a subset of thelocal ensembles to form a global ensemble. This approach enables usageof larger candidate pools, multi-stage validation, and a comprehensiveperformance measure that provides more robust predictions in the voidsof parameter space.

The set of neural network ensembles may be generated using evolutionaryselection based on a multi-objective function that assigns differentweighting factors to balance ensemble fidelity, complexity, andambiguity. We call this scheme fidelity, complexity, and ambiguity basedensemble selection (FCAES). This approach is different from otherreported approaches dealing with ensemble related multi-objectivelearning such as minimizing the regularized fitness function [15],minimizing prediction errors on both pure training data and noise addeddata [16], optimizing ensemble prediction accuracy and member networkdiversity [17], and optimizing the type I (false positive) and type II(false negative) errors for pattern classification [18]. Our sparse dataensemble construction approach is better characterized as anevolutionary selection/combination scheme rather than alearning/training approaches of other references. The combination oflocal ensembles is beneficial because the local ensembles providemultiple solutions with similar results over known data samples, butsignificantly different extrapolations over large voids outside of theavailable data. The global ensemble is generally capable of providingnot only an improved prediction over the available validation data, butalso a better generalization throughout the data voids. Compared withother methods in literature for managing approximation models andimproving the model fidelity in the trust-region through evolutionaryoptimization [19-20], our approach has the potential to extend theregion of robust prediction with low-complexity framework.

Turning now to the figures, FIG. 1 shows an illustrative surrogate modeldevelopment environment. In the illustrative environment, an engineer isgiven responsibility for developing or improving the performance of atool for use in a completion system 102. The engineer's tools include acomputer 104 and software (represented by removable storage media 106),which they control via one or more input devices 108 and output devices110. The software is stored in the computer's internal memory forexecution by one or more processors. The software configures theprocessor to accept commands and data from the engineer, to process thedata in accordance with one or more of the methods disclosed below, andto responsively provide predictions for the performance of the toolbeing developed or improved.

Upon receiving the predictions via output device 110, the engineer canselect certain tool parameters for further analysis and/orimplementation. In alternative system embodiments, the predictions aresubject to further processing and/or verification before being providedin a perceptible form to a user. For example, the predictions of asurrogate model can be displayed graphically to the user, but they mightalternatively be systematically searched internal to the computer toidentify one or more optimal regions for verification by a high-fidelitysimulation model. When verified, the optimal solution could be displayedto a user, or alternatively a subsequent process could use the solutionto determine a useful and tangible effect. As just one example, theoptimal solution may indicate a particular tool configuration that thecomputer then generates using a rapid prototyping machine (sometimesreferred to as a ‘3D printer’). As another example, the computer may usethe predictions of a surrogate model to generate perceptible signals forcontrolling or communicating with an external system.

An expandable pipe is an example of a tool for use in a borehole afterit has been drilled. The expandable pipe is a part of a subterraneanwell screen that is useful for sand control in oil and gas production.Typical well screens include a tubular base pipe with a series of rowsof holes perforated through a sidewall of the base pipe, and a filteringmedia disposed externally on the base pipe. Drilling techniques andequipment exist today to expand a screen with a fixed cone methodologyin the well to place the screen in intimate contact with the boreholewall. Modern well completion systems often install expandable screens toreduce the mobility of the sand within the formation, minimize theoccurrence of borehole collapse, facilitate production control, andprovide zonal isolation with increased internal space for the toolstring.

FIG. 2 illustrates the operation of expandable pipe. An expandable pipe202 is inserted into a borehole 204 and expanded to the boreholediameter 206 via motion of a hydraulically powered expander 208 toproduce a perforated screen 210 seated against the wall of the borehole.Such products are available commercially under the brand names PoroFlex,VersaFlex, and SSSV.

One crucial risk in expandable screen design is expansion failure of thebase pipe, which may result from improper geometric parameter andmaterial selection or other manufacturing factors. In contrast toexpansion failure, the optimal design allows a high expansion rate whilemaintaining the tensile and collapse strength of the perforated basepipe. Conventional engineering approaches primarily involvehigh-fidelity finite element analysis (FEA) applied to the selected holepatterns on the base pipe. However, since the computational cost for FEAmodeling is high, the final design might be sub-optimal due to limitednumber of simulations. Thus, expandable screen design will be used as acase study and discussed as an aid to understanding the surrogate modeldesign methods disclosed herein.

FIG. 3 shows geometric parameters for expandable base pipe. The hole isgenerally elliptical, with a and b the major and minor axesrespectively. (Note, however, that the model does not require the“major” axis a to be greater than the “minor” axis b. Alternativeterminology might be “longitudinal” and “circumferential” axes a and b.)The parameter s is the axial spacing between the circular rows, and HPCis the number of holes per circular row. The initial pipe thickness anddiameter are fixed constants. The selected range of geometericparameters is 0.25-0.60 inches for a and b, 1-4 inches for s and 3-18holes for HPC.

FIG. 4 is a flowchart of an illustrative tool design method. Beginningin block 402, a model is constructed to predict the tool's performance.For the present case study, the existing FEA model serves this role. TheFEA model takes the four parameters in the design space as inputvariables, and performs a simulation to measure the resulting plasticstrain and tensile load at the given expansion rate.

In block 404, the engineer determines whether this model is too complex,e.g., whether an excessive amount of time will be required to fullyexplore the solution space to identify an optimal solution. If the modelis not too complex, a computer simulates the tool's performance in block406 for different parameter values until an optimal solution isidentified in block 408. The computer displays the optimal solution tothe engineer in block 410 for use in implementing the tool. In thepresent case study, the optimal solution will be one or more values ofparameters a, b, s, and HPC that provide a maximum tensile load whileminimizing plastic strain, thereby indicating the perforated screenconfiguration having a minimum chance of expansion failure.

Depending on the complexity of the model, the size of the parametersearch space, and the step sizes for each parameter, the engineer maydetermine in block 404 that a full exploration of the solution spacewith the high fidelity model is infeasible. In that event, a surrogatemodel construction process 412 is performed to identify a much smallersubspace for usage in blocks 406 and 408. In some embodiments, thesubspace consists of the parameter values identified as optimal by thesurrogate model, plus one step size in each direction to verify that thesolution is at least a locally optimum value.

Process 412 begins with the engineer obtaining a sparse data set fromthe high-fidelity tool model. In the illustrative case study, resultsfrom a total of 62 FEA simulations were obtained for use in developing asurrogate model. These 62 data points were partitioned in block 416 intotwo disjoint data sets. About 10-25% of the data points are excludedfrom the primary data set and used to form the secondary data set. Inthe present case study, 52 data points are put into primary data set,and 10 data points are put into the secondary data set. The primary dataset is then used to form multiple training sets, using a “leave-H out”approach, meaning that a different selection of H data points is leftout of each training set. In the present case, eight training sets wereused, each having 46 data points.

FIG. 5 shows a data set tree illustrating this process of subdividingthe data set. Set 502 includes 62 points, each representing asix-element vector (with four elements for inputs a, b, s, and HPC, andtwo elements for the plastic strain and tensile load outputs). Secondarydata set 504 contains 10 data points that have been removed from set 502to form primary data set 506. Eight different training data sets 508-512are then obtained by omitting a different random selection of six datapoints from the primary data set.

Returning to FIG. 4, the computer selects parameters to form a pool ofneural network candidates in block 418. The size of the pool may beconveniently set to 32, 64, or 128 neural networks because these numberscan be conveniently represented using binary numbers in the evolutionaryselection algorithm. The purpose of selecting different trainingparameters for each neural network is to create diversity in thecandidate pool. Many suitable techniques for generating neural networkcandidates are available today in training multi-layer feed-forwardnetworks with adequate diversity [21-23]. Illustrative trainingvariations can include: varying the number of hidden nodes in the neuralnetwork, varying the number of hidden layers in the network, varying thetraining data set, randomly varying the starting values of neuralnetwork coefficients, and randomly varying noise added to the traininginputs and/or outputs.

FIG. 6 shows an illustrative neural network architecture for theperforated screen example. The illustrative network includes an inputlayer with four nodes (one for each input a, b, s, and HPC), a firstlayer with five hidden nodes, a second layer with a variable number ofhidden nodes, and an output layer with two nodes (one for each outputPlastic Strain and Tensile Load). The input nodes simply reproduce theirinput values. The output nodes produce a linear combination of theirinputs. All of the hidden nodes output the hyperbolic tangent of aweighted sum of their inputs and an adjustable offset. Some neuralnetwork embodiments have only one hidden layer. Note that each neuralnetwork in the candidate pool accepts the same inputs and providespredictions for the same outputs. In one experiment for the present casestudy, four different neural network structures were used in combinationwith eight different training data sets, for a total of 32 neuralnetwork candidates. In another experiment, eight different neuralnetwork structures were used in combination with sixteen different datasets for a total of 128 neural network candidates.

Returning again to FIG. 4, the computer trains a set of neural networksin block 420, varying the training parameters for each network. In eachcase, the neural network is given adequate training time, withappropriate control on training epochs and network complexity. Byvarying the training parameters, the computer obtains a pool of uniqueneural networks that each perform adequately over their respectivetraining sets.

In block 422, the computer formulates a diverse set of evolutionaryselection parameters to form a pool of candidate ensembles. As with thepool of candidate networks, it is desirable to provide a pool ofcandidate ensembles with sufficient diversity. FIG. 7 shows anillustrative neural network ensemble 702 formed by selecting multipleneural networks from candidate pool 704. In the illustrated example, theneural networks in pool 704 are indexed by training data set (A-P) andby number of hidden nodes in the second hidden layer (3-10). Anevolutionary selection algorithm, represented by arrow 706, determinesthe combination of neural networks 712-716 that form ensemble 702. Theinputs to each neural network (“member”) of the ensemble are the same,and the outputs of each member are combined as represented by blocks 718and 720. Usually, blocks 718 and 720 average the corresponding outputsof each neural network 712-716, but in some embodiments a weightedaverage is taken. However, other statistical combination techniques canbe employed, including root mean square, inverse mean inverse, averageafter excluding maximum and minimum values, etc. The outputs of blocks718 and 720 are the predictions of the ensemble responsive to theinputs.

In some method embodiments, the computer uses a fidelity, complexity,and ambiguity evolutionary selection (FCAES) algorithm to create manycandidate ensembles with fixed size (i.e., each candidate ensembleincludes the same number of neural networks). To achieve diversity, thecomputer assigns different combinations of weighting factors (asexplained further below) for ensemble validation error, ensemblecomplexity and ensemble negative correlation or ambiguity. Thisvariation in weighting factors is one distinguishing factor overprevious studies [13-14] in which the weighting factors were fixed. Thecomputer then applies the different evolutionary selection parameters toconstruct the candidate ensemble pool in block 424.

The process carried out by the computer in block 424 (FIG. 4) is nowexplained in detail. The computer selects neural networks from thecandidate pool by multiple runs of a genetic algorithm to form a pool oflocal neural network ensembles. The multi-objective performance functionto be minimized during evolutionary computation is a weighted form ofthree measurements:f=k ₁×EMSE+k ₂× SSW±k ₃ × P   (1)

In equation (1), EMSE is the ensemble mean-squared-error measured on thevalidation data set (in the present case study, the validation data setis the primary data set 506), SSW is the ensemble sum-squared-weightsaveraged over networks in the ensemble (the “member networks”), P is theensemble ambiguity in the batch-mode form (as defined further below),and k₁, k₂ and k₃ are normalized coefficients with summation k₁+k₂+k₃=1.

The ensemble batch-mode ambiguity is an extension of Krogh and Vedelby'snetwork ambiguity [7] for a single data point

$\begin{matrix}{{P(n)} = {\frac{1}{M\;}{\sum\limits_{i}\left( {{F_{i}(n)} - {\overset{\_}{F}(n)}} \right)^{2}}}} & (2)\end{matrix}$where F_(i)(n) and F(n) are the output of the i^(th) individual neuralnetwork and the output of the ensemble, respectively, for the n^(th)sample. P(n) is averaged over M member networks. For multi-output neuralnetwork, we can obtain batch mode ensemble ambiguity by averaging P(n)over number of samples c and number of outputs r

$\begin{matrix}{\overset{\_}{P} = {\frac{1}{\left( {c \times r} \right)}{\sum\limits_{n = 1}^{c}{\sum\limits_{k = 1}^{r}{P\left( n_{k} \right)}}}}} & (3)\end{matrix}$

Note that the ensemble ambiguity defined in equation (3) and theensemble negative correlation described in [14] are same in magnitudebut different in sign. The multi-objective function used in FCAESprovides a comprehensive measure of ensemble prediction accuracy on thegiven data (EMSE), ensemble complexity ( SSW), and ensemble diversity (P). Increasing k₁ will put more focus on the ensemble predictionaccuracy of the given data set. The coefficient k₂ is an ensembleregularization parameter. Although regularization is not an explicitconcern for training candidate networks in this method, it could provideadditional controllability and flexibility in creating candidateensembles. Putting a minus sign before k₃ will encourage diversity amongthe member networks, while choosing a plus sign will penalize thediversity. Under sparse data conditions, it is preferred to run FCAESrepeatedly with different performance function weights. The othersettings that have been employed for running FCAES in the present casestudy include a fixed ensemble size (5 member networks), population size(60 ensembles), generation number (30 generations), and eight differentsets of coefficients k₁, k₂, and k₃ for evaluating the weightedperformance function. (To test the sensitivity to each of these values,multiple experiments were also run with different values in this casestudy.) After each run, the ranked ensembles from the final generationare saved for further processing.

To this point (block 424 of FIG. 4), the neural network training andensemble selection have been performed using the primary data set. Inblock 426, the secondary data set is used to select local ensembles fromthe pool of neural network ensembles developed in block 424. As shown inFIG. 8, the ensemble candidate pool 802 includes the final generations804-808 from each setting of the weighting coefficients k₁, k₂, and k₃.A pool of local ensembles 810 is formed by selecting one local ensemblefrom each final generation 804-808. That is, each local ensemble isselected from a group of candidate ensembles derived based on a givenset of parameters k₁, k₂ and k₃ during evolutionary selection. Thus thetotal number of local ensembles in pool 810 obtained will equal thenumber of settings of k₁, k₂ and k₃, at the previous stage.

To select each local ensemble, the mean-squared error of the ensemblepredictions for the secondary data set is measured for each of theensembles in each final generation, and the best-performing ensemble ineach group 804-808 is selected as the local ensemble to represent thatgroup. Since different objective functions and data sets are used inblocks 424 and 426 (FIG. 4), the ensemble which gives the minimum EMSEon the primary data set may not be the same one which minimizes theprediction error on the secondary data set. It is wise to monitor theEMSE on both data sets during local ensemble selection to evaluatewhether the process should be re-started with a differentprimary-secondary data set division and/or different multi-objectiveweighting coefficients. The local ensembles determined in this wayusually provide adequate diversity for global ensemble construction. Inalternative method embodiments, different performance criteria over thesecondary data set are used to select the local ensembles. For example,ensemble ambiguity may be desirable and hence included in the ensembleperformance function.

In the present case study, the candidate ensemble selection wasperformed using FCAES algorithm. In one experiment, the objectivefunction (see equation (1)) was used with five different sets ofweighting coefficients k₁, k₂, and k₃. After 30 generations ofevolutionary selection user each version of the objective function, thefinal generation (having 32 ensembles varied in members) were kept toform the candidate ensemble pool. The computer then selected a localensemble for each setting of the objective function, based on thecandidates' performance on the secondary data set. Table 1 summarizesthe characteristics of the local ensembles. The index range of membernetworks is from 0 to 31 (32 network candidates), and the validationerror is calculated by percentage of absolute difference between theensemble output (each ensemble outputs the average of the outputs of thefive member networks) and the FEA simulated output.

TABLE I SELECTED LOCAL ENSEMBLES AND PREDICTION ERROR ON THE SECONDARYDATA SET MOF Weighting Local Ensemble Strain Error Load ErrorCoefficients (member index) (%) (%) K = [1.0, 0.0, 0.0] [7 10 18 19 23]9.73 5.94 K = [0.8, 0.1, 0.1] [5 19 29 29 30] 8.51 4.97 K = [0.7, 0.1,0.2] [7 18 23 27 28] 9.54 4.95 K = [0.7, 0.2, 0.1] [7 10 14 19 30] 7.676.95 K = [0.6, 0.2, 0.2] [14 18 19 19 27] 8.77 5.18

One problem associated with sparse data modeling is the existence of alarge number of voids in the parameter space. We can see from Table 1that the local ensembles' prediction error on either plastic strain ortensile load is smaller than 10%, which is well below the designtolerance. However, simulations applied on the voids of the data spaceshow that the variance of prediction among the local ensembles is stillsignificant. For example, FIGS. 9A and 9B respectively display thetensile load predicted using two different local ensembles assumingfixed dimensions for circular holes 0.5-inch in diameter. The tensileload predictions are shown as a function of axial spacing and the numberof holes per circular row. Significant differences can be observed inthe shapes of the resulting prediction surfaces.

Though the local ensembles each provide similar results in the givenvalidation data space (the secondary data set), they may still givesignificantly different predictions in the large voids beyond theavailable data as a result of the FCAES approach, which providesspecially defined fitness functions in different runs of an evolutionaryselection algorithm. A global ensemble is helpful in reducing thelocal-ensemble-related variance and improving prediction over the wholeparameter space. Accordingly, in block 428 of FIG. 4, local ensembleswill be combined to form a global ensemble that is generally capable ofproviding not only the improved prediction over the available validationdata, but also better generalization over the voids which can bejustified from either visual inspection or an objective ambiguitymeasurement. Although there is no guarantee that global smoothing is theoptimal method to reduce the prediction uncertainty on the unseen newdata, experience suggests it probably is adequate. The separation oflocal ensemble selection and global ensemble determination also servesto reduce the cost in evolutionary computation.

The global ensemble can be constructed by combining several localensembles from ensemble pool 810 into a larger ensemble 1002 as shown inFIG. 10. Arrow 1006 represents the use of a selection algorithm such asgraphic inspection, ambiguity selection, or FCAES. The global ensemble1002 distributes the input values a, b, s, and HPC to each of the localensembles 1012-1016 (and hence to each of the member networks in thoselocal ensembles), and combines the respective Plastic Strain and TensileLoad outputs from the local ensembles using blocks 1018 and 1020 similarto blocks 718 and 720 described above.

To determine the best candidate local ensembles to be members of theglobal ensemble, we still use the given primary and secondary data setsas evaluation basis, plus some other virtual validation measure to aidin decision making. In one experiment, combinations of four localensembles (selected from the pool of five ensembles given in Table 1)were evaluated using graphic inspection to select the global ensemblethat provides the smoothest and most consistent prediction in the dataspace voids. Many predictions can be viewed in 2D, 3D, or even 4Dgraphics for anomaly identification. A good global ensemble shouldproduce reasonably smooth predictions on both interpolated andextrapolated points of interest. The user may examine the predictions interms of behaviors expected from experience or underlying principles.Graphical inspection could also help justify the need to acquire newtraining and testing data if simulation results are contrary todesigner's anticipation. (Where graphic inspection is impractical, agradient or other discontinuity measure can be used to measureprediction smoothness or consistency.)

An alternative virtual validation measure employed in this case study isensemble ambiguity. The sample network ambiguity defined in equation (2)can be calculated without knowledge of the true output values—it simplymeasures the degree by which the member network predictions deviate fromthe (global) ensemble's prediction. Thus ensemble ambiguity can be usedto evaluate the performance of the global ensemble when no additionaltesting data is available. By choosing some possible inputs of interestin the voids of parameter space, different global ensembles havingsimilar prediction errors over the entire data set 502 can be comparedon the basis of their global ensemble ambiguity. The global ensemblewith higher ambiguity, indicating higher negative correlation among themember networks, is a promising candidate. However, many exceptionsexist, and other decision-making methods can be considered.

Returning to the case study—the local ensembles from Table 1 werecombined in groups of four to construct a large global ensemble (20member networks) to reduce prediction variance. Five global ensemblecandidates are given in Table 2 which includes all possible four-membercombinations. Table 2 also presents the simulated ensemble networkambiguity (NA) on four data sets, each spanning over a subspace of 1040samples for a fixed hole size (0.325, 0.375, 0.45 and 0.5 inches indiameter). The last two columns are the calculated NA on all FEAexamples (data set 502), and the overall validation error measured onthe primary and secondary data sets.

TABLE 2 SIMULATED NETWORK AMBIGUITY IN VOIDS AND ENSEMBLE VALIDATIONERROR Sim2NA Sim3NA Sim4NA Sim5NA IndNum Sim1NA (h0325) (h0375) (h0450)(h0500) (N1 + N2) ValErr (%) GNNE1 1.214 0.801 0.396 0.228 0.027 6.29GNNE2 1.162 0.753 0.357 0.214 0.022 6.20 GNNE3 1.414 0.904 0.411 0.2330.026 6.10 GNNE4 1.334 0.855 0.390 0.224 0.023 6.27 GNNE5 1.327 0.8600.396 0.227 0.025 6.21

Table 2 reveals that the overall validation error measured on the givenFEA examples (data set 502) is relatively insensitive to the choice ofglobal ensemble, which demonstrates the robustness of the principle ofusing a large size ensemble for sparse data modeling applications. Table2 also reveals that the NA measured on the voids (first four columns)has a significantly larger magnitude than that measured on the primaryand secondary data sets. This explains why over-fitting in trainingindividual neural network can be useful under sparse data condition whensurrogate model ensemble is used.

We also note that the variance of NA between the data sets for differenthole sizes is much larger than the variance within each data set,reflecting different levels of prediction uncertainty over the dataspace due to the training data distribution. Since certain regions maybe more important than others, model refinement can be efficientlyachieved by adding new FEA data points to fill those regions exhibitinglarge NA. On the other hand, within each simulated data set the ensembleexhibiting larger NA is often a more effective variance reducer. InTable 2, the ensemble GNNE3 produces consistently higher NA than othersover the data space, yet its prediction errors on FEA examples andadditional testing points are also the smallest.

In this simplified experiment, it is not difficult to select the bestglobal ensemble (GNNE3). FIGS. 11A-11C display the predictions of thisglobal ensemble for circular holes of diameter 0.5, 0.45, and 0.325inches, respectively. In each case, the predicted tensile load as afunction of axial spacing and holes per row exhibits a reasonableextrapolation. FIGS. 12A-12B display the selected global ensemble'splastic strain and tensile load predictions as a function of holedimensions for fixed values of s and HPC. We can see that again, thesimulated output has a reasonable transfer over the major and minor axesof the hole. However, in other cases each global ensemble candidatecould have high NA on different parts of data set. The winner could alsohave medium or lower NA depending on the problem.

Three additional experiments were conducted in this study to empiricallyinvestigate the effects of changing: the objective function, theresampling, the data partitioning, and the size of candidate networkpool. The partial results are summarized in Table 3.

TABLE 3 EMPIRICAL COMPARISON OF NA IN VOIDS AND ENSEMBLE VALIDATIONERROR Exp1Na Exp2Na Exp3Na Exp1Err Exp2Err Exp3Err IndNum (h0325)(h0325) (h0325) (%) (%) (%) GNNE1 0.951 1.819 1.087 6.31 6.05 4.88 GNNE21.061 1.934 0.761 6.38 6.11 4.86 GNNE3 1.050 1.778 1.000 6.30 6.00 4.86GNNE4 1.026 1.572 1.088 6.43 5.86 5.06 GNNE5 1.050 2.154 1.036 6.43 6.055.04

The first experiment listed in Table 3 was almost the same as thatpreviously described, except that a minus sign was used in the FCAESobjective function before the NA term to encourage member networkdiversity. (The second and third experiments also used a minus sign.) Inthe second experiment, the partitioning of the primary and secondarydata sets was the same, but no resampling was used (meaning that thetraining set for all 32 neural networks in the candidate pool was thesame). In the third experiment, the primary data set included all 62data samples and the secondary data set included 3 data samples fromlater FEA simulations. Resampling was applied 16 times with 6 samplesexcluded from the primary data set to form each training set, and 128candidate networks with eight variations in structure were created. Ineach experiment, five local ensembles were selected and combined to formfive global ensembles using the proposed method and procedures. The NAfor each experiment in Table 3 was calculated on the same void ofsubspace, i.e., the subspace with hole diameter equal to 0.325 inches,and the ensemble validation error was tested on the same 62 samples. Thesame five weight coefficient settings for the objective function wereused in each experiment.

We can see from the validation error in Table 3 that training candidateNNs without resampling (Exp. 2) can yield similar ensemble predictionaccuracy on the given data set 502. However, the NA values indicate thatthe member networks' predictions on the distant voids have greaterdeviations compared to the training with resampling, which might beadvantageous.

As might be expected, increasing the number of network structurevariations, increasing the number of data points, and increasing thenumber of training data sets, in combination with using a larger neuralnetwork candidate pool (Exp. 3) can improve the ensemble prediction overthe training samples, and probably over the extended neighborhood aswell. However, since the measured NA on the voids was close in amplitudebetween Exp. 1 and Exp. 3, the ensemble predictions on the distant voidsmay have same degree of uncertainty.

FIGS. 13A-13B show a simulated subsurface in Exp. 2 and Exp. 3respectively. The subsurface indicates the plastic strain predictions ofthe selected global ensembles as a function of axial spacing and holesper row, assuming constant hole diameter of 0.45 inches. The predictedplastic strain surfaces look similar even when resampling is omitted asin Exp. 2. This comparison suggests that while it is beneficial to traindiverse candidate networks to improve sparse data modeling, we may notneed to overcomplicate the process by forming a large number ofresampled training data sets to create a large candidate pool.

Changing weighting factors of FCAES objective function has strong effecton the member network distribution. Although the same network is allowedto show its presence more than once in the ensemble, more diversenetworks will be selected by choosing negative k₃. However, as shown inTable 2 (using positive k₃) and Table 3 (using negative k₃), theensemble performance is not sensitive to the particular setting ofweighting coefficients once multiple settings and larger global ensemblesize are used.

The global ensemble that is selected in block 428 of FIG. 4 can then beused as a surrogate model in block 430 to conduct a search of theparameter space for an optimal solution. The solutions can be evaluatedfor optimality in block 432 until a likely candidate or range ofparameter values is identified. In the present case study, the base pipedesign for an expandable screen should demonstrate (after expansion) aplastic strain below an upper limit and a tensile load above a lowerlimit (e.g., 63% and 550 kilo-pounds force). Given the four-input designspace, we conducted an exhaustive search over a practical range of eachinput and calculated the strain and load outputs using the developedsurrogate model ensembles. Combined with other simulation results, wefound many promising solutions under manufacturing constraints. FIG. 14depicts selected simulation results in parameter space. Althoughprobably not perfect due to data limitations, the global ensembleperformed reasonably well in generating robust predictions over a widerange of parameter space.

Having identified selected parameter ranges the computer uses thehigh-fidelity model in block 406 to refine the estimated performance ofthe tool and verify the optimality of the selected solution. In thismanner, the computational requirements involved in selecting an optimaltool design can be greatly reduced.

The expandable pipe case study presented herein was used to construct asurrogate model in the form of a neural network ensemble trained over asparse data set obtained from finite element analysis simulations. Inaddition to tool design optimization, the disclosed methods also haveapplications in material characterization, tool testing, data patternrecognition, and many other fields of endeavor. For example, adaptivecontrol systems typically require feedback with minimal delay, implyinga limit on the complexity of models employed in the feedback path.Surrogate models are hence very desirable in situations where thecontrolled system is unduly complex, and the data set available fordeveloping such models may be sparse where such systems are subject tosignificant revisions or evolution in behavior.

As another example, many medical treatment strategies for disease mayemploy multiple components, and only a limited amount of information maybe available regarding the effectiveness of each component alone or incombination with the other components. In such situations, a surrogatemodel may be a feasible alternative to massive trial programs thatcannot fully explore the limits of the data space due to the risksinvolved to human lives.

Yet another example is the determination of properties of new materialsunder difficult-to-simulate conditions such as ultra-high strain rates.The variables underlying such properties may include materialconstituents, erosion, wear, and fatigue.

Numerous variations and modifications will become apparent to thoseskilled in the art once the above disclosure is fully appreciated. Forexample, genetic algorithms provide a useful selection technique, butmay be replaced by other suitable selection techniques includingsteepest descent algorithms, random selection, and exhaustive searches.Moreover, the selected neural network ensembles may be augmented withmodels and/or approximations derived from first principles. It isintended that the following claims be interpreted to embrace all suchvariations and modifications.

1. A modeling system that comprises: a memory; and a processor coupledto the memory and configured to execute software stored in said memory,wherein said software configures the processor to: create a pool ofneural networks trained on a portion of a data set; for each of variouscoefficient settings for a multi-objective function: apply selectiveevolution subject to the multi-objective function with that coefficientsetting to obtain a corresponding group of neural network ensembles; andselect a local ensemble from each said group of neural networkensembles, wherein the selection is based on data not included in saidportion of the data set; combine a plurality of the local ensembles toform a global ensemble of local ensembles; and provide a perceptibleoutput based at least in part on a prediction by the global ensemble. 2.The system of claim 1, wherein as part of creating the pool of neuralnetworks, the software configures the processor to: form multipletraining data sets from said portion of the data set; and train neuralnetworks having different architectures with the multiple training datasets.
 3. The system of claim 1, wherein the multi-objective function isbased at least in part on a measure of the ensemble's mean square error(EMSE) over said portion of the data set.
 4. The system of claim 3,wherein the multi-objective function is further based at least in parton a measure of network ambiguity averaged over said portion of the dataset.
 5. The system of claim 1, wherein as part of forming a globalensemble, the software configures the processor to evaluate globalensemble candidates based at least in part on a measure of predictionerror over the entire data set.
 6. The system of claim 1, wherein aspart of forming a global ensemble, the software configures the processorto evaluate global ensemble candidates based at least in part on ameasure of network ambiguity over a data subspace including values notin the data set.
 7. The system of claim 1, wherein as part of forming aglobal ensemble, the software configures the processor to evaluateglobal ensemble candidates based at least in part on a measure ofsmoothness or consistency over a data subspace.
 8. The system of claim1, wherein as part of forming a global ensemble, the software configuresthe processor to graphically render prediction subspaces of globalensemble candidates for evaluation of those candidates.
 9. The system ofclaim 1, wherein as part of providing a perceptible output, the softwareconfigures the processor to use the global ensemble to identify at leastone potential solution for submission to a subsequent modeling process.10. The system of claim 1, wherein as part of providing a perceptibleoutput, the software configures the processor to use the global ensembleto find within a parameter space a solution that is at least locallyoptimum.
 11. The system of claim 1, wherein the perceptible output is atleast one specification value for a product.
 12. The system of claim 1,wherein the perceptible output is a control signal for a regulatedprocess.
 13. A computer-based modeling process that comprises: obtaininga data set having output values associated with input values;partitioning the data set into primary and secondary subsets; training apool of neural networks without using data from the secondary subset;developing a group of neural network ensembles using different objectivefunctions; selecting local ensembles from the group using data from thesecondary subset; forming a global ensemble having multiple localensembles; and providing a perceptible output based at least in part ona prediction by the global ensemble.
 14. The process of claim 13,wherein said combining multiple local ensembles includes evaluatingglobal ensemble candidates based at least in part on a measure ofnetwork ambiguity over a data subspace including values not in the dataset.
 15. The process of claim 13, wherein said combining multiple localensembles includes evaluating global ensemble candidates based at leastin part on a measure of prediction smoothness over a parameter space.16. The process of claim 13, wherein said providing a perceptible outputincludes using the global ensemble to find within a parameter space asolution that is at least locally optimum.
 17. A method that comprises:determining a system's response to a limited set of input parametervalues; deriving a system model that predicts the system's response overa larger set of input parameter values, wherein the system modelincludes a neural network ensemble comprising multiple local neuralnetwork ensembles, each local neural network ensemble selected from acorresponding set of neural network ensembles developed based on aparticular weighting for a multi-objective function, wherein saidmulti-objective function is evaluated based on a first portion of thelimited set of input parameter values, and wherein said selection ismade based on input parameter values held out from said first portion;and storing or displaying a system response predicted by the systemmodel.
 18. The method of claim 17, wherein said neural network ensembleis selected from a group of global ensemble candidates that areevaluated based at least in part on a measure of network ambiguity overa data subspace.
 19. The method of claim 17, wherein said neural networkensemble is selected from a group of global ensemble candidates that areevaluated based at least in part on a measure of smoothness over a datasubspace.
 20. The method of claim 17, further comprising producing aproduct having a characteristic based at least in part on the predictedsystem response.